, results_z, attach=True)[source]

run J-test for non-nested models

  • results_x (Result instance) – result instance of first model
  • results_z (Result instance) – result instance of second model
  • attach (bool) – If true, then the intermediate results are attached to the instance.

  • tstat (float) – t statistic for the test that including the fitted values of the first model in the second model has no effect.
  • pvalue (float) – two-sided pvalue for the t statistic


Tests of non-nested hypothesis might not provide unambiguous answers. The test should be performed in both directions and it is possible that both or neither test rejects. see ??? for more information.